+1,174.1%
DIS vs KNX
+4,671.9%
-3,497.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.1% |
| 7D | +1.9% | +9.2% | -7.3% | -0.2% |
| 30D | +9.2% | +0.9% | +8.2% | +8.8% |
| 3M | +13.5% | -12.7% | +26.2% | +16.7% |
| 6M | +14.3% | +7.3% | +7.0% | +11.2% |
| YTD | +5.4% | +23.1% | -17.7% | -1.3% |
| 1Y | +12.2% | +47.1% | -34.9% | +0.6% |
| 3Y | +37.2% | +33.3% | +3.9% | +23.8% |
| 5Y | -23.1% | +12.1% | -35.2% | -28.5% |
| 10Y | +32.2% | +106.9% | -74.7% | +1.7% |
| All | +1,174.1% | +4,671.9% | -3,497.8% | +521.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling